J. S. Hesthaven, S. Gottlieb, D. Gottlieb, Spectral Methods for Time-Dependent Problems, Cambridge, 2007
D. A. Kopriva, Implementing Spectral Methods for Partial Differential Equations: Algorithms for Scientists and Engineers, Springer, 2009
C. Pozrikidis, Introduction to Finite and Spectral Element Methods using MATLAB, Chapman & Hall/CRC, 2005 (code source 1 or code source 2)
L. N. Trefethen, Spectral Methods in MATLAB, SIAM, 2001 (code)
A blog listing reference texts for the mathematical finance graduate program, including introductory and advanced mathematical finance; probability, statistics, and stochastic processes and stochastic differential equations; computational finance; numerical methods; and computer programming